Ganna Marchenko

According to our database, Ganna Marchenko authored at least 2 papers between 2018 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2020

On a computationally-scalable sparse formulation of the multidimensional and non-stationary maximum entropy principle.

Illia Horenko, Ganna Marchenko, Patrick Gagliardini

CoRR, 2020

2018

Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series.

Ganna Marchenko, Patrick Gagliardini, Illia Horenko

SIAM J. Financial Math., 2018